Deep learning enhanced mixed integer optimization: learning to reduce model dimensionality
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Published version
Author(s)
Triantafyllou, Niki
Papathanasiou, Maria M
Type
Journal Article
Abstract
This work introduces a framework to address the computational complexity inherent in Mixed Integer Programming (MIP) models by harnessing the potential of deep learning. By employing deep learning, we construct problem-specific heuristics that identify and exploit common structures across MIP instances. We train deep learning models to estimate complicating binary variables for target MIP problem instances. The resulting reduced MIP models are solved using standard off-the-shelf solvers. We present an algorithm for generating synthetic data enhancing the robustness and generalizability of our models across diverse MIP instances. We compare the effectiveness of (a) feed-forward neural networks (ANN) and (b) convolutional neural networks (CNN). To enhance the framework's performance, we employ Bayesian optimization for hyperparameter tuning, aiming to maximize the occurrence of global optimum solutions. We apply this framework to a flow-based facility location allocation MIP formulation that describes long-term investment planning and medium-term tactical scheduling in a personalized medicine supply chain.
Date Issued
2024-08
Date Acceptance
2024-05-07
Citation
Computers and Chemical Engineering, 2024, 187
ISSN
0098-1354
Publisher
Elsevier
Journal / Book Title
Computers and Chemical Engineering
Volume
187
Copyright Statement
© 2024 The Author(s). Published by Elsevier Ltd. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
License URL
Identifier
http://dx.doi.org/10.1016/j.compchemeng.2024.108725
Publication Status
Published
Article Number
108725
Date Publish Online
2024-05-21